For Linux and WIndows it is embedded. Mac should work too, because it should be automaticalle embedded. I'll check when i'm at home, but it can't test MacOS...
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Have you tried the debug-version?
It seems, that Godot 3.2.2 RC2 is buggy and the Release-Export does not work properly.
I tested the Export on 2 different Windows 10 PCs. On both is the Release-Build crashing, but the Debug-Build works.
EDIT:
if nothing works, you can also download the project-folder and run it inside Godot itself. (3.2.2 RC2 required. 3.2.1 does not work)